Very simple, if you have a late E36 (96+) you have a CDN/DRL relay that causes your high beams to come on at reduced power. Most people on the net will tell you that you need to buy a new relay (US one), but there is a far easier way to do it. Just splice one wire and you're done.

-Remove DS knee panel and crash bar to reveal the relay (up beside to the left of the steering column)

It's the blue relay:

-You will then find on the left most corner closest to you there is a thin yellow wire coming from the bottom of the relay (in the above pic its blue because that is a US car and that pic is come someone adding DRLs to his car). That's what sends the signal to the relay to turn off the DRL's when you turn on the low beams.

-Cut that wire and connect it to a switched 12V source towards the relay side of the yellow wire.